Automated Trader's David Clayden finds out about MATLAB's capabilities as a financial modelling tool

First Published 9th July 2009

Automated Trader's David Clayden finds out about MATLAB's
financial modelling capabilities in an interview with Application
Engineer, Oren Rosen, who highlights MATLAB's derivative pricing
analysis, statistical optimization modelling, portfolio
optimization and econometric modelling as some of MATLAB's uses
for financial markets. Rosen talks about MATLAB's strengths as a
tool for rapid prototyping and development of algorithmic models,
and how their deployment tools enable trading models to be
quickly packaged for deployment with other applications.